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An instrumental variable approach for panel unit root tests under cross-sectional dependence
Shin, Dong Wan; Kang, Seungho - In: Journal of Econometrics 134 (2006) 1, pp. 215-234
Persistent link: https://www.econbiz.de/10005238987
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An invariant sign test for random walks based on recursive median adjustment
So, Beong Soo; Shin, Dong Wan - In: Journal of Econometrics 102 (2001) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10005285322
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Asymmetry and nonstationarity for a seasonal time series model
Shin, Dong Wan; Lee, Oesook - In: Journal of Econometrics 136 (2007) 1, pp. 89-114
Persistent link: https://www.econbiz.de/10005285672
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Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong Wan; So, Beong Soo - In: Journal of Econometrics 99 (2000) 1, pp. 107-137
Persistent link: https://www.econbiz.de/10005285685
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Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
Shin, Dong Wan; Oh, Man-Suk - In: Journal of Econometrics 122 (2004) 2, pp. 247-280
Persistent link: https://www.econbiz.de/10005122888
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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
Wan Shin, Dong; Lee, Oesook - In: Journal of Econometrics 115 (2003) 1, pp. 29-52
Persistent link: https://www.econbiz.de/10005122709